报告人：Prof. Stein Wallace （随机优化领域知名教授，世界上第一本随机优化教材的作者之一，随机优化几本重要论文集的主编之一，同时担任若干重要国际学术期刊编委。） Prof. Stein Wallace promises that "the intellectual challenge will be there, but he will not hide it in mathematics." :)  
 
讲座主题：Decision making under Uncertainty - Introduction to Stochastic Programming    
   
时间：6月4日（星期一）下午1: 30 – 5: 00  
 
地点：四教4106  
 
参加人员：欢迎感兴趣的教师和学生准时参加  
 
报告摘要：  
讲座形式：三个（系列）讲座，各1小时，中间休息15分钟

Lecture 1 - This is a session on "Why sensitivity analysis does not work". Assume basic knowledge of optimization. This is very non-mathematical about why we need stochastic programming.

Lecture 2 - A talk on some work Prof. Wallace is doing on "Stochastic network design". This illustrates the first point and shows how stochastic programs produce solutions different from those of deterministic programs. Also very non-technical.

Lecture 3 - This is another talk within operations research, focusing on problem analysis and modeling.

Abstract: 

Off-shore oil and gas production is a major activity in Norway and other coastal nations. Supplying these activities with equipment and people is a major undertaking, both during drilling operations and production, particularly if the weather conditions are harsh. This presentation will focus on the activities in The Norwegian Sea, where production takes place at depths exceeding 1000 meters of water, and where weather can stop all supplies for weeks. The purpose of the talk is to outline the real case, discuss how modeling can take place, and what the major issues turned out to be. We end up focusing on how to describe wave forecasts as stochastic processes in cooperation with professional meteorologists, and how to use these forecasts for routing and loading vessels in light of uncertain weather conditions. A different issue turned out to be what parts of the supply chain should be outsourced in such an uncertain environment with extremely high failure (shortage) costs. There is also an issue of how to perform vehicle routing when both the vessels and the customers are capacity constrained. The goal in this presentation is not do present solutions, but rather to illustrate the modeling process.  
 
报告人简历及联系方式：  

Stein W. Wallace is professor of quantitative logistics at Molde University College, Norway. He holds a dr.scient in informatics from the University of Bergen (1984). His main interest is on decision-making under uncertainty, with an emphasis on stochastic programming. He has published three books (among them the world's first textbook in stochastic programming) and more than 50 articles in scientific journals. He is associate editor of INFORMS J. on Computing.

Optimization and Engineering and the stochastic programming e-print series. He has chaired the Committee on Stochastic Programming, and held elected and appointed positions in INFORMS and The Mathematical Programming Society.  He has held visiting positions in the USA, Sweden, Switzerland, France, Iceland and presently Hong Kong.